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Factor timing with cross-sectional and time-series predictors
Hodges, Philip; Hogan, Kedreth C.; Peterson, Justin R.; … - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 30-43
Persistent link: https://www.econbiz.de/10011877409
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Liability-driven investment with downside risk
Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10010246277
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Searching for a common factor in public and private real estate returns
Ang, Andrew; Nabar, Neil; Wald, Samuel J. - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 120-133
Persistent link: https://www.econbiz.de/10010209631
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Total portfolio factor, not just asset, allocation
Bass, Robert; Gladstone, Scott; Ang, Andrew - In: The journal of portfolio management : a publication of … 43 (2017) 5, pp. 38-53
Persistent link: https://www.econbiz.de/10011686320
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Factors to assets : mapping factor exposures to asset allocations
Greenberg, David; Babu, Abhilash; Ang, Andrew - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 18-27
Persistent link: https://www.econbiz.de/10011686666
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What's in your benchmark? : a factor analysis of major market indexes
Madhavan, Ananth Narayan; Sobczyk, Aleksander; Ang, Andrew - In: The journal of portfolio management : a publication of … 44 (2018) 4, pp. 46-59
Persistent link: https://www.econbiz.de/10011878308